Large deviations of branching process in a random environment

DOI10.1515/DMA-2021-0025zbMath1468.60037OpenAlexW3196672482MaRDI QIDQ2050238

Alexander V. Shklyaev

Publication date: 30 August 2021

Published in: Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dma-2021-0025

zbMATH Keywords

random difference equationsprobabilities of large deviationsbranching processes in random environment

Mathematics Subject Classification ID

Large deviations (60F10) Processes in random environments (60K37) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (4)

Large deviations of a strongly subcritical branching process in a random environment ⋮ Conditional functional limit theorem for a random recurrence sequence conditioned on a large deviation event ⋮ Large deviations of branching process in a random environment. II ⋮ Integro-local limit theorems for supercritical branching process in a random environment

Cites Work

• Large deviations for solutions to stochastic recurrence equations under Kesten's condition
• Implicit renewal theory and tails of solutions of random equations
• A log-type moment result for perpetuities and its application to martingales in supercritical branching random walks
• Random difference equations and renewal theory for products of random matrices
• Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
• Stochastic Models with Power-Law Tails
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Unnamed Item

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